+116.3%
LPLA vs VSXY
+93.0%
+23.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | -0.9% | -1.7% | +0.8% | -0.8% |
| 30D | -9.5% | +20.1% | -29.6% | -11.2% |
| 3M | -21.9% | +16.6% | -38.5% | -23.4% |
| 6M | -2.6% | +134.9% | -137.6% | -13.6% |
| YTD | -17.8% | +96.0% | -113.8% | -25.8% |
| 1Y | -21.2% | +203.8% | -225.0% | -33.1% |
| 3Y | +30.6% | +465.3% | -434.7% | -5.0% |
| 5Y | +81.3% | +106.3% | -25.0% | +53.6% |
| All | +116.3% | +93.0% | +23.3% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VSXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling